Pages that link to "Item:Q1927621"
From MaRDI portal
The following pages link to A Lagrange multiplier stationarity test using covariates (Q1927621):
Displaying 6 items.
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
- (Q2945916) (← links)
- Constructing Optimal tests on a Lagged dependent variable (Q3505326) (← links)
- Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)